Orthogonal and Orthonormal Vectors

A collection of vectors $v_{1}, \ldots, v_{m}$ is said to be orthogonal or mutually orthogonal if any pair of vectors in that collection is perpendicular to each other. \begin{align} \text{orthogonal if } v_{i}^{T}v_{j} = 0 \text{ for all } i \neq j, i,j = 1,2,\ldots, m\end{align}

Extending this definition, a collection of orthogonal vectors is said to be orthonormal or mutually orthonormal if they all have norm as $1$ \begin{align} \text{orthogonal if } v_{i}^{T}v_{j} = \begin{cases} 1 &\mbox{$i = j$}\newline 0 &\mbox{otherwise} \end{cases} : i,j = 1,2,\ldots, m\end{align}

Any set of orthonormal vectors is linearly independent. This can be shown as \begin{align} 0 &= \alpha_{1}v_{1} + \cdots + \alpha_{m}v_{m}\newline 0 &= v_{i}^{T}(\alpha_{1}v_{1} + \cdots + \alpha_{m}v_{m})\newline 0 &= \alpha_{i}v_{i}^{T}v_{i} = \alpha_{i}\newline \Rightarrow 0 &= \alpha_{i}\end{align} because all the vectors in the collection have a norm $1$.

To express any vector as a linear combination of orthonormal vectors, we can use the following formula to derive the coefficients \begin{align} v &= \alpha_{1}v_{1} + \cdots + \alpha_{m}v_{m}\newline v_{i}^{T}v &= v_{i}^{T}(\alpha_{1}v_{1} + \cdots + \alpha_{m}v_{m})\newline v_{i}^{T}v &= \alpha_{i}\newline \Rightarrow v &= (v_{1}^{T}v)v_{1} + \cdots + (v_{m}^{T}v)v_{m}\end{align}

Since a collection of orthonormal vectors is linearly independent, they are also a basis, and they are also known as an orthonormal basis. The previous equation can be used to derive the expression to express any vector as a linear combination of the orthonormal basis.

Gram-Schmidt Algorithm

This algorithm can be used to determine if a collection of vectors is linearly independent. For a collection of vectors $v_{1}, \ldots, v_{m}$ the algorithm terminates if it finds $v_{j}$ can be expressed as a linear combination of $v_{1}, \ldots, v_{j-1}$. In other words, the algorithm attempts to find the first vector that is linearly dependent on the previous vectors.

The algorithm produces sequentially a collection of orthonormal vectors and stops when it encounters a zero vector.

for $i = 1, \ldots, m$ :

  • Orthogonalization: $\tilde{q}_{i} = v_{i} - (q_{1}^{T}v_{i})q_{1} - \cdots - (q_{i-1}^{T}v_{i})q_{i-1}$

  • Test for Linear Independence: if $\tilde{q}_{i} = 0$, quit

  • Normalization: $q_{i} = \tilde{q}_{i}/ \lvert\lvert \tilde{q}_{i} \rvert\rvert$

If the algorithm terminates with exiting in between, we indeed have a collection of linearly depenent vectors with us.

To show why the algorithm works, consider $i = 1$, the first iteration. $\tilde{q}_{1} = v_{1}$ and $q_{1} = v_{1}/\lvert\lvert v_{1} \rvert\rvert$. In the second iteration, $\tilde{q}_{2} = v_{2} - (q_{1}^{T}v_{2})q_{1}$. $q_{1}^{T}\tilde{q}_{2} = 0$ showing that $\tilde{q}_{2} \perp q_{1}$. We can show a similar argument $\tilde{q}_{i} \perp q_{i-1}$ using induction and the orthogonalization step. Furthermore, $v$ are linear combinations of $q$ and vice versa. Hence, if $\tilde{q}_{i} = 0$ for some $i$, $v_{i}$ is a linear combination of all the previous $v$.